Tour v381
O
REALTY INCOME CORP REIT
$64.99 -0.29%
$65.00 (+0.02%)🌙
as of 07/21 06:52 PM
7/21 18:52

Option Volume

Detail
Current (07/21) 4,106
Calls: 1,735 (42%)
Puts: 2,371 (58%)
Prior (07/20) 4,277
Calls: 2,233 (52%)
Puts: 2,044 (48%)
Current vs Prior -4.00%
Calls: -22.30% (Calls)
Puts: +16.00% (Puts)
Prior 7-Day Total 36,849
Calls: 28,215 (77%)
Puts: 8,634 (23%)
Prior 7-Day Average 5,264
Calls: 4,030 (77%)
Puts: 1,233 (23%)
Current vs Prior 7-Day Avg -22.00%
Calls: -56.96%
Puts: +92.23%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/21) $363.1K
Calls: $199.9K (55%)
Puts: $163.2K (45%)
Prior (07/20) $590.1K
Calls: $393.4K (67%)
Puts: $196.7K (33%)
Current vs Prior -38.46%
Calls: -49.18%
Puts: -17.03%
Prior 7-Day Total $5.52M
Calls: $4.68M (85%)
Puts: $833.6K (15%)
Prior 7-Day Average $788.1K
Calls: $669.0K (85%)
Puts: $119.1K (15%)
Current vs Prior 7-Day Avg -53.92%
Calls: -70.12%
Puts: +37.05%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 1.37
Prior (07/20) 0.92
Current vs Prior +49.29%
Prior 7-Day Average 0.41
Current vs Prior 7-Day Avg +229.73%
Sentiment BEARISH

Open Interest

Detail
Current (07/21) 68,462
Calls: 46,692 (68%)
Puts: 21,770 (32%)
Prior (07/20) 80,241
Calls: 54,927 (68%)
Puts: 25,314 (32%)
Current vs Prior -14.68%
Prior 7-Day Total 573,078
Calls: 392,315 (68%)
Puts: 180,763 (32%)
Prior 7-Day Average 81,868
Calls: 56,045 (68%)
Puts: 25,823 (32%)
Current vs Prior 7-Day Avg -16.38%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 6.97% | 8.03%
Prior 7.36% | 8.13%
Current vs Prior -5.35% | -1.22%
Prior 7-Day Avg 5.10% | 7.37%
Current vs 7-Day Avg +36.74% | +8.95%
Prior 7-Day Eod 7.36% | 8.13%
Current vs 7-Day Eod -5.35% | -1.22%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 40.72% | 51.95%
Calls: 17.14% | 12.24%
Puts: 64.29% | 91.67%
Prior 40.72% | 51.95%
Calls: 17.14% | 12.24%
Puts: 64.29% | 91.67%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 21.43% | 28.56%
Calls: 12.83% | 9.33%
Puts: 30.04% | 47.79%
Current vs 7-Day Avg +89.98% | +81.92%
Liquidity Expensive
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🤖 AI Insights

Bearish P/C ratio of 1.37 indicates protective positioning. P/C ratio rising 49% - increased hedging/bearish positioning. Call-heavy open interest (46,692 calls vs 21,770 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 3 of results (avg 9.0%, best 7.7%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 211.251.35$1.307.7%2750.485.7K
$60.00Aug 214.805.30$5.059.9%80.95564
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$62.50Aug 210.500.55$0.539.4%1.6K0.252.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.46, cheapest $0.38)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.50Aug 210.350.40$0.3813.2%5120.213.9K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$62.50Aug 210.500.55$0.539.4%1.6K0.252.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 3 found (avg delta 0.75, highest 0.95)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 214.805.30$5.059.9%80.95564
$62.50Aug 212.903.30$3.1012.9%1670.784.1K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 211.351.50$1.4310.5%1330.52562

Most actively traded options today. High liquidity = easy entry/exit. 11 active (total vol 2.9K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.50Aug 210.350.40$0.3813.2%5120.213.9K
$65.00Aug 211.251.35$1.307.7%2750.485.7K
$62.50Aug 212.903.30$3.1012.9%1670.784.1K
$70.00Aug 210.050.10$0.0862.5%670.06708
$60.00Aug 214.805.30$5.059.9%80.95564
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$62.50Aug 210.500.55$0.539.4%1.6K0.252.2K
$60.00Aug 210.150.25$0.2050.0%1650.102.6K
$65.00Aug 211.351.50$1.4310.5%1330.52562
$57.50Aug 210.050.10$0.0862.5%110.04943
$55.00Aug 210.000.05$0.03166.7%30.01856

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. -- strikes (avg --%, max --%)

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 5 found (best R:R 19.83, avg 7.45)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$67.50$70.00Aug 21$0.30$2.20$0.307.33$67.80
$65.00$67.50Aug 21$0.92$1.58$0.921.72$65.92
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$60.00$57.50Aug 21$0.12$2.38$0.1219.83$59.88
$62.50$60.00Aug 21$0.33$2.17$0.336.58$62.17
$65.00$62.50Aug 21$0.90$1.60$0.901.78$64.10

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 3.55, avg 1.09)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$60.00$62.50Aug 21$1.95$1.95$0.553.55$61.95
$62.50$65.00Aug 21$1.80$1.80$0.702.57$64.30
$65.00$67.50Aug 21$0.92$0.92$1.580.58$65.92
$67.50$70.00Aug 21$0.30$0.30$2.200.14$67.80
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$65.00$62.50Aug 21$0.90$0.90$1.600.56$64.10
$62.50$60.00Aug 21$0.33$0.33$2.170.15$62.17
$60.00$57.50Aug 21$0.12$0.12$2.380.05$59.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. -- found (avg debit $--, cheapest $--)

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 4.20% of stock, avg 5.96%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$65.00Aug 21$1.30$1.43$2.73$62.27$67.734.20%
$62.50Aug 21$3.10$0.53$3.63$58.87$66.135.59%
$60.00Aug 21$5.05$0.20$5.25$54.75$65.258.08%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 0.43% of stock, avg 1.46%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$70.00$60.00Aug 21$0.08$0.20$0.28$59.72$70.28
$67.50$60.00Aug 21$0.38$0.20$0.58$59.42$68.08
$70.00$62.50Aug 21$0.08$0.53$0.61$61.89$70.61
$67.50$62.50Aug 21$0.38$0.53$0.91$61.59$68.41
$65.00$60.00Aug 21$1.30$0.20$1.50$58.50$66.50
$65.00$62.50Aug 21$1.30$0.53$1.83$60.67$66.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 3.31, avg credit $1.08)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
58/6062/65Aug 21$1.92$0.583.31$58.08$64.42
60/6265/68Aug 21$1.25$1.251.00$61.25$66.25
62/6568/70Aug 21$1.20$1.300.92$63.80$68.70
58/6065/68Aug 21$1.04$1.460.71$58.96$66.04
60/6268/70Aug 21$0.63$1.870.34$61.87$68.13
58/6068/70Aug 21$0.42$2.080.20$59.58$67.92

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 34.71, cheapest $0.07)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$60.00$62.50$65.00Aug 21$0.15$2.3515.67
$65.00$67.50$70.00Aug 21$0.62$1.883.03
$62.50$65.00$67.50Aug 21$0.88$1.621.84
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$55.00$57.50$60.00Aug 21$0.07$2.4334.71
$57.50$60.00$62.50Aug 21$0.21$2.2910.90
$60.00$62.50$65.00Aug 21$0.57$1.933.39

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 9 found (best net $-0.07, 2 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$60.00$62.501:2Aug 21-$1.15$1.35
$67.50$70.001:2Aug 21$0.22$2.28
$62.50$65.001:2Aug 21$0.50$2.00
$65.00$67.501:2Aug 21$0.54$1.96
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$50.001:2Aug 21-$0.07$4.93
$57.50$55.001:2Aug 21$0.02$2.48
$60.00$57.501:2Aug 21$0.04$2.46
$62.50$60.001:2Aug 21$0.13$2.37
$65.00$62.501:2Aug 21$0.37$2.13

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 1.92%, avg 1.23%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$65.00Aug 21$1.250.480.0%1.92%1.94%2755.7K
$67.50Aug 21$0.350.213.9%0.54%4.40%5123.9K

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 1,735
Total Puts 2,371
Put/Call Ratio 1.37
Net Difference -636

Prior's Put/Call Breakdown

Total Calls 2,233
Total Puts 2,044
Put/Call Ratio 0.92
Net Difference 189

Prior 7-Day Put/Call Summary

Total Calls 28,215
Total Puts 8,634
Average Put/Call Ratio 0.41
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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